Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47250.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45855.71 Kr¶

PnL: ---------------------------------------> -1032.86 Kr¶

DD now: ---------------------------------> -2.836 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 14:02:53.485674'

Anic Portfolio¶

Today¶

Return: -1.462 %¶

This Week¶

Return: -1.382 %¶

Total¶

Return: 54.687 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.510000 2747.500000 111.500000 4.230000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -0.970000 387.100000 32.100000 9.040000 355.000000
Corem Property Group B 59 -2.180000 608.880000 31.880000 5.530000 576.999999
AcadeMedia 12 -3.200000 587.760000 30.760000 5.520000 557.000004
Beijer Electronics Group 26 -3.030000 3000.400000 29.400000 0.990000 2971.000006
MedCap 2 -1.750000 448.000000 27.000000 6.410000 421.000000
Resurs Holding 22 -1.550000 599.940000 25.940000 4.520000 573.999998
SAAB B 8 -0.400000 3393.600000 16.600000 0.490000 3377.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
HMS Networks 2 -3.320000 687.200000 14.200000 2.110000 673.000000
Boozt 12 -1.700000 1668.000000 14.000000 0.850000 1653.999996
Securitas B 6 -0.900000 583.320000 13.320000 2.340000 570.000000
Swedbank A 3 -0.800000 576.450000 12.450000 2.210000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Coor Service Management Hold. 8 -1.110000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
OEM International B 7 -1.560000 530.600000 2.600000 0.490000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.770000 248.400000 2.400000 0.980000 246.000000
Intrum 4 -3.450000 526.600000 -0.400000 -0.080000 527.000000
Creaspac SPAC 6 -0.210000 574.200000 -2.800000 -0.490000 577.000002
Handelsbanken A 5 -1.550000 539.250000 -6.750000 -1.240000 546.000000
Nordea Bank Abp 29 -0.340000 3442.880000 -11.120000 -0.320000 3453.999992
Midsona B 63 -1.870000 563.220000 -19.780000 -3.390000 582.999984
Essity B 2 -2.250000 548.000000 -26.000000 -4.530000 574.000000
CTEK 13 -1.960000 507.260000 -26.740000 -5.010000 533.999999
International Petroleum Corp. 5 -1.430000 550.000000 -44.570000 -7.500000 594.565215
Essity A 4 -3.190000 1094.000000 -55.000000 -4.790000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.040000 3584.100000 -171.900000 -4.580000 3756.000001
OX2 18 -2.730000 1408.500000 -255.500000 -15.350000 1663.999992
Ovzon 52 -2.900000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 45855.710000 -1032.860000 -2.83614% 46888.564618

Updated:¶

'2023-01-25 14:03:06.220051'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶